Slater's condition
![]() | This article may be confusing or unclear to readers. Please help clarify the article; suggestions may be found on the talk page. (October 2011) |
![]() | This article may be too technical for most readers to understand. Please help improve this article to make it understandable to non-experts, without removing the technical details. The talk page may contain suggestions. (October 2011) |
In mathematics, Slater's condition (or Slater condition) is a sufficient condition for strong duality to hold for a convex optimization problem. This is a specific example of a constraint qualification. In particular, if Slater's condition holds for the primal problem, then the duality gap is 0, and if the dual value is finite then it is attained.[1]
[edit]Mathematics
Given the problem
with convex (and therefore a convex optimization problem). Then strong duality holds if there exists an
(where relint is the relative interior and
) such that
-
and
-
[2]
If the first constraints,
are linear functions, then strong duality holds if there exists an
such that
-
-
and
-
[2]
[edit]Generalized Inequalities
Given the problem
where is convex and
is
-convex for each
. Then Slater's condition says that if there exists an
such that
-
and
-
then strong duality holds.[2]
[edit]References
- ^ Borwein, Jonathan; Lewis, Adrian (2006). Convex Analysis and Nonlinear Optimization: Theory and Examples (2 ed.). Springer. ISBN 978-0-387-29570-1.
- ^ a b c Boyd, Stephen; Vandenberghe, Lieven (2004) (pdf). Convex Optimization. Cambridge University Press. ISBN 978-0-521-83378-3. Retrieved October 3, 2011.